Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 62 for “"Co-integration"”.
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Sectoral dynamics of financial co-integration between BRICS and developed stock markets
This study examines the sectoral dynamics of co-integration between the BRICS (Brazil, Russia, India China and South Africa) and developed stock markets, represented by Germany, Japan, the UK and the US, during the four phases of the Global Financial Crisis (GFC), the three phases of the European …
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A Hardware/Software Co-integration Approach for Securing Network Infrastructure using Reconfigurable Computing
… decades, there has been a rapid proliferation of connected devices spanning various application domains. Coupled with the rise of novel computer networking paradigms, such as Internet-of-Things (IoT), edge computing, fog computing, cloud computing among others, experts predicted an estimated 50 …
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An investigation of the relationship between trade openess and economic growth in Namibia
… the relationship between trade openness and economic growth for Namibia using annual time series data over the period 1980 to 2011. The variables used include GDP per capita, labour force, capital formation, trade openness and real exchange rate. This study employed time series techniques such …
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Statistical arbitrage in South African financial markets
Engle and Granger’s (1987) co-integrating framework provides a useful method of analyzing the dynamics of non-stationary data in both the short and long run. However, despite its popularity in various areas of research, the application of co-integration to financial data has been limited. This …
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Cointegration tests with smooth breaks and co-movements of international reserves
… a new Autoregressive Distributive Lag (ADL) cointegration test in the presence of structural breaks approximated by a Fourier function. The test offers a simple way to capture a smooth structural change in time series data. Exact break dates are not required, and the suggested methodology can …
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On the feasibility of integrated optical waveguide-based in situ monitoring of microelectromechanical systems (MEMS)
… structures (MEMS). MEMS are a class of silicon devices which are being developed as sensors and actuators. Because these free moving structures are fabricated using processes similar to microfabrication, MEMS devices and traditional electronics can be integrated on the same substrate. This …
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Modelling the long-and-short run dynamics of share price movements in the resource sector
… future returns of resource shares. Models were constructed for IMPLATS, HARMONY, GOLDFIELDS, SASOL and SAPP!. Significant long-term relationships were found between company share price, earnings per share, dividends per share, commodity price and interest rates. The technique of co-integration …
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An examination of the impact of education on economic growth in Namibia
… examines the relationship between education and economic growth for the Namibian economy by employing Real Gross Domestic Product (RGDP), gross fixed capital formation (GFCF) and education index (EDU) for the period 1980 to 2017. This study uses Real Gross Domestic Product as a proxy for economic …
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An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa
… statistical analysis of regression analysis and co integration, the study found that a positive correlation exists between the dollar/rand exchange rate and interest rate yields.
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The impact of public spending on roads infrastructure on Malawi's economic growth
… that have direct bearing on its populace. According to Keynesian view, the increase in public spending on socio-economic and physical structures is important and encourages economic growth. However, Classical economists on the other hand argue that the increase in public expenditure may shift …
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Foreign Aid and Economic Growth in Tanzania: Empirical Analysis in the 1980 to 2015
… the relationship between foreign aid and economic growth in Tanzania from 1980 to 2015. The main objective is to analyze the long run and short run dynamics of Official Development Assistance to the economic growth of Tanzania from 1980 to 2015. An empirical model is estimated using …
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The role of Oil in Economic Development -The case of Libya (1970-2010).
… (1) examine if the resource curse exists in the context of Libya; (2) assess the role of institutions in avoiding or minimising the resource curse, and; (3) evaluate institutional and economic reforms required, and the best options to diversify the economy from oil, hence avoid the resource curse …
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An investigation of the determinants of private investment: the case of Botswana
… evidence of a link between investment and economic growth, an inconsistent and downward trend in Botswana's private investment is a matter of concern. Several studies in developing countries emphasize the importance of macroeconomic policy in explaining variations in investment, an in …
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An analysis of the causality effect of exchange rate and interest yields: a case study of Zambia
… statistical analysis of regression analysis and co integration, the study found that a long-run relationship does not hold for both 91-day and 182-day T-bills taken for any corresponding set of interest rate and exchange rate respectively. Nonetheless, the three variables taken simultaneously …
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Impact of mobile money on economic growth in Kenya
… was to establish the impact of mobile money on economic growth in Kenya. The strength of the financial sector has generally been found to promote economic growth by increasing economic efficiency, investment and growth. Banks play a vital role in an economy by mobilizing, pooling and channeling …
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Determinants of Economic Growth-The Case of Zimbabwe
The paper investigated the determinants of economic growth in Zimbabwe over the period 1980 to 2017 drawing from previously identified factors as discussed in international literature which had been acknowledged as important determinants. The variables included human capital, gross fixed capital …
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Examining the causal relationship between private sector credit extended and economic growth in Namibia
… Private Sector Credit Extension (PSCE) and Economic growth in Namibia. The study used the quarterly data covering the period from 2000:Q1-2017:Q4. The variables employed were Gross Domestic Product (GDP) growth, Private Sector Credit Extended, Broad Money Supply (M2) and lending rates. The …
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Aggregation bias, trade liberalisation and the J-curve in South Africa : exploring the bilateral real exchange rate - trade balance relationship
… rates and a measure of tariff protection, namely collection rates. Bilateral trade balance relationships are estimated for seven countries (France, Germany, Italy, Japan, the Netherlands. the UK and the USA) to test for heterogeneous responses in the relationship. The robustness of the results are …
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Estimating the international tourism demand for Egypt : 'an econometric approach'
… Arab and the Americas. The methodological and econometric approaches introduced in this thesis proceed from the simple to the more complex structure to obtain more reliable estimation. First, we estimate tourism demand for Egypt using the co-integration and error correction (CI/ECM) approach …
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An emprical investigation into the relationship between exchange rate volatility and economic growth in Liberia (1980 TO 2012)
… between the exchange rate volatility and economic growth in Liberia from 1980 to 2012. Empirical literature shows conflicting results. The study used the generalised autoregressive conditional heteroskedasticity model to estimate volatility. The order of integration of the variables was …
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